+129.6%
IEF vs ETR
+1,373.3%
-1,243.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.1% |
| 7D | +0.1% | +1.4% | -1.3% | +0.1% |
| 30D | -0.7% | +1.9% | -2.6% | -0.7% |
| 3M | -0.4% | +1.0% | -1.4% | -0.4% |
| 6M | -2.5% | +4.8% | -7.3% | -2.4% |
| YTD | -1.6% | +19.5% | -21.1% | -1.2% |
| 1Y | -1.3% | +28.1% | -29.4% | -0.8% |
| 3Y | +10.1% | +151.1% | -141.1% | +12.3% |
| 5Y | -8.3% | +125.2% | -133.5% | -6.6% |
| 10Y | +4.5% | +291.1% | -286.7% | +9.1% |
| All | +129.6% | +1,373.3% | -1,243.7% | +151.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ETR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling